MATH319 Slides

120 Proof

By the Theorem 48, the general solution to the differential equation is

X⁢(t)=exp⁡(t⁢A)⁢X0+∫0texp⁡((t-s)⁢A)⁢B⁢U⁢(s)⁢𝑑s

where by hypotheses there exists K>0 such that

∥B∥∥U(s)∥≤K  (s>0)

and by the Lemma 118

∥exp(tA)∥≤Me-t⁢δ  (t>0),

so

∥X⁢(t)∥≤M⁢e-t⁢δ⁢∥X0∥+∫0t∥exp⁡((t-s)⁢A)∥⁢∥B∥⁢∥U⁢(s)∥⁢𝑑s